Friday, 27 September 2013
10:00–11:30am AEST (Sydney) / 9:00–10:30am JST (Tokyo)
Your local time
08:00:00 pm EDT
09:30:00 pm EDT
The event date is 26 September for North America, South America,
and other time zones west of Greenwich Mean Time (UTC/GMT +0).
Wolfram Finance Platform: What's New
10:00–10:30 AEST / 9:00–9:30 JST (including Q&A)
with Martin Hadley
Get an overview of Wolfram Finance Platform 2 and learn how to integrate its powerful new features into your finance workflow. Ways to develop an enterprise-wide computation strategy, including gathering and validating data, performing statistical or pricing analysis, and generating reports that are easily understood by clients or management, will also be discussed.
Generating Finance Reports
10:30–10:50 AEST / 9:30–9:50 JST (including Q&A)
with Nick Lariviere
Report generation just got easier! This course details how you can automatically generate financial reports containing interactive elements and live computations. Presentation topics include dynamic report generation, automatic code management, and customizable application interfaces.
Best of Both Worlds with RLink
10:50–11:10 AEST / 9:50–10:10 JST (including Q&A)
with Anmol Bajracharya
Discover the benefits of integrating Wolfram Finance Platform's broad range of capabilities with those of the statistical computing language R. This course will show you how to install relevant R packages, perform analyses using both R and Wolfram Finance Platform, and visualize the results.
Random Processes in Finance
11:10–11:30 AEST / 10:10–10:30 JST (including Q&A)
with Michael Kelly
Get an overview of Wolfram Finance Platform's comprehensive range of built-in random processes. Types of random processes and their importance in the financial field, as well as the geometric Brownian motion process used to describe the behavior of stock prices, will be discussed in detail.